Anic Equity¶

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Total return since start: 0.614 %¶

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Equity now: -----------------------------> 49316.58 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Anic Portfolio¶

Today¶

Return: 0.209 %¶

This Week¶

Return: -2.816 %¶

Total portfolio value¶

Return including deposits: 61.468 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 6 1.740000 932.880000 20.880000 2.290000 912.000000
Eastnine 6 -2.380000 639.600000 -17.400000 -2.650000 657.000000
Profoto Holding 7 -2.180000 564.200000 -17.800000 -3.060000 581.999999
Biotage 1 -1.430000 131.100000 -17.900000 -12.010000 149.000000
AcadeMedia 20 -1.200000 954.400000 -23.600000 -2.410000 978.000000
Vitrolife 3 -0.910000 652.200000 -24.800000 -3.660000 677.000001
Sandvik 4 -0.880000 814.800000 -33.200000 -3.920000 848.000000
Gränges 10 -2.010000 998.500000 -40.500000 -3.900000 1039.000000
Vitec Software Group B 2 -1.210000 1063.000000 -41.000000 -3.710000 1104.000000
Sagax B 4 -1.450000 843.200000 -41.800000 -4.720000 885.000000
Orrön Energy 170 -2.020000 1935.450000 -110.550000 -5.400000 2045.999980
Hexagon B 26 -0.970000 3305.900000 -114.100000 -3.340000 3420.000012
TOTAL 12835.230000 -461.770000 -7.15048% 13296.999992

Updated:¶

'2023-06-22 17:23:24.154924'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶